Module scid.ports.minpack.dogleg


dogleg(n, r, lr, diag, qtb, delta, x, wa1, wa2) Given an m by n matrix A, an n by n nonsingular diagonal matrix D, an m-vector b, and a positive number delta, the problem is to determine the convex combination x of the Gauss-Newton and scaled gradient directions that minimizes (Ax-b) in the least squares sense, subject to the restriction that the Euclidean norm of Dx be at most delta.